Agent-Based Modeling

31 Aug 2009 15:13

Fundamentally, I'm not sure that agent-based modeling amounts to anything other than object-oriented programming for disaggregated simulations --- which is a very useful thing, of course. (I've expanded on this point in my review chapter on methods and techniques of complex systems theory.) I don't do much in this line, but it's important enough in the general area I work in that I feel like I ought to keep track of developments. This notebook is for methodology, not for particular substantive studies which happen to use agent-based models, unless they're exemplary in some way.

Has any work at all been done on statistical inference for agent-based models?

Update, 18 March 2007: A propos of the "agent-based == object-oriented" question, Peter McBurney writes:

While object-oriented programming techniques can be used to design and build sofware agent systems, the technologies are fundamentally different. Software objects are encapsulated (and usually named) pieces of software code. Software agents are software objects with, additionally, some degree of control over their own state and their own execution. Thus, software objects are fixed, always execute when invoked, always execute as predicted, and have static relationships with one another. Software agents are dynamic, are requested (not invoked), may not necessarily execute when requested, may not execute as predicted, and may not have fixed relationships with one another.

Robert Axelrod, The Evolution of Cooperation [A major inspiration, especially for people working in the social sciences]
Steven N. Durlauf and H. Peyton Young (eds.), Social Dynamics [Mini-review]
Joshua M. Epstein, "Agent-based Computational Models and Generative Social Science", Complexity 4:5 (1999): 41--60 [I understand from Prof. Epstein that this paper will be reprinted in a forthcoming book of his on agent-based models, which I'm looking forward to.]
Joshua M. Epstein and Robert Axtell, Growing Artificial Societies: Social Science from the Bottom Up
Randy Gimblett (ed.), Integrating Geographic Information Systems and Agent-Based Modeling Techniques for Understanding Social and Ecological Processes [Data! Data! Data!]
Christian Gouriéroux and Alain Monfort, Simulation-Based Econometric Methods [Doesn't mention agent-based models at all, but the principles it describes for doing statistical inference on complicated simulation models would certainly apply. Review: By Indirection Find Direction Out.]
Peter Hedstrom, Dissecting the Social: On the Principles of Analytical Sociology [See especially chapter 6, written, with Yvonne Aberg. Blurb]
Christopher Langton (ed.), Artificial Life [Another source of inspiration, along with subsequent volumes in the series; many of the papers here and later are not however particularly relevant to this theme]
Aki Lehtinen and Jaakko Kuorikoski, "Computing the Perfect Model: Why Do Economists Shun Simulation", Philosophy of Science 74 (2007): 304--329 [This sounds right, but more like a reason for economists to change their ideals than anything else.]
Michael W. Macy and Robert Willer, "From Factors to Actors: Computational Sociology and Agent-Based Modeling," Annual Review of Sociology 2002
John H. Miller, "Active Nonlinear Tests (ANTs) of Complex Simulation Models", Management Science 44 (1998): 820--830 [JSTOR link; thanks to Will Tracy for letting me know about this paper]
John H. Miller and Scott E. Page, Complex Adaptive Systems: An Introduction to Computational Models of Social Life [Disclaimer: John is a friend and Scott is a former boss. As a trivial show of independence, let me just say that I hate the phrase "complex adaptive systems".]
Mitchel Resnick, Turtles, Termites and Traffic Jams: Explorations in Massively Parallel Microworlds [Review: Turtles Up the *]
Francisco J. Varela and Paul Bourgine (eds.), Toward a Practice of Autonomous Systems: Proceedings of the First European Conference on Artificial Life

Masanao Aoki
- New Approaches to Macroeconomic Modeling: Evolutionary Stochastic Dynamics, Multiple Equilibria, and Externalities as Field Effect [Blurb]
- Modeling Aggregate Behavior and Fluctuations in Economics: Stochastic Views of Interacting Agents [Blurb]
Joshua M. Epstein, Generative Social Science: Studies in Agent-Based Computational Modeling
Radek Erban, Ioannis G. Kevrekidis and Hans G. Othmer, "An equation-free computational approach for extracting population-level behavior from individual-based models of biological dispersal", physics/0505179
Robert L. Goldstone and Marco A. Janssen, "Computational models of collective behavior", Trends in Cognitive Sciences 9 (2005): 424--430 [Brief review on agent-based models]
Volker Grimm and Steven F. Railsback, Individual-based Modeling and Ecology [Blurb, chapter 1]
Volker Grimm, Eloy Revilla, Uta Berger, Florian Jeltsch, Wolf M. Mooij, Steven F. Railsback, Hans-Hermann Thulke, Jacob Weiner, Thorsten Wiegand, and Donald L. DeAngelis, "Pattern-Oriented Modeling of Agent-Based Complex Systems: Lessons from Ecology", Science 310 (2005): 987--991
Till Gruene-Yanoff, "Agent-Based Simulation, Generative Science, And Its Explanatory Claims", phil-sci/2784
Roberto Leombruni and Matteo Richiardi, "Why are economists sceptical about agent-based simulations?", Physica A 355 (2005): 103--109 ["We look at the following problematic areas: (i) interpretation of the simulation dynamics and generalization of the results, and (ii) estimation of the simulation model. We show that there exist solutions for both these issues."]
Michael Luck, Peter McBurney, Onn Shehory, Steve Willmott, Agent Technology: Computing as Interaction (A Road-Map for Agent Based Computing) [Available as a PDF from AgentLink. Thanks to Prof. McBurney for letting me know about this!]
Michael J. North and Charles M. Macal, Managing Business Complexity: Discovering Strategic Solutions with Agent-Based Modeling and Simulation
Steven F. Railsback, Steven L. Lytinen and Stephen K. Jackson, "Agent-based Simulation Platforms: Review and Development Recommendations", Simulation 82 (2006): 609--623
Daniel Remenik, "Limit Theorems for Individual-Based Models in Economics and Finance", arxiv:0810.2813
Leon Sterling and Kuldar Taveter, The Art of Agent-Oriented Modeling [Software engineering; blurb]
Leigh Tesfatsion and Kenneth L. Judd (eds.), Agent-Based Computational Economics, vol. 2 of the Handbook of Computational Economics
M. Utku Unver, "Backward unraveling over time: The evolution of strategic behaivor in the entry-level British medical labor markets", Journal of Economic Dynamics and Control 25 (2001): 1039--1080 [Thanks to Will Tracy for a copy]
Biao Wu, "Interacting Agent Feedback Finance Model", math.PR/0703827